V-Lab
Hyundai GF Holdings GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:42.28% (+1.77%)
Analysis last updated: Friday, April 19, 2024 at 11:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2060 | 6.74 | |
| 0.0688 | 15.45 | |
| 0.9033 | 310.93 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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